Variational formulas for asymptotic variance of general discrete-time Markov chains

Publication date: 19 December 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.13895

zbMATH Keywords

Markov chain asymptotic variance variational formula

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

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